GDI Property (Australia) Market Value
| GDI Stock | 0.59 0.01 1.67% |
| Symbol | GDI |
GDI Property 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to GDI Property's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of GDI Property.
| 05/30/2024 |
| 11/26/2024 |
If you would invest 0.00 in GDI Property on May 30, 2024 and sell it all today you would earn a total of 0.00 from holding GDI Property Group or generate 0.0% return on investment in GDI Property over 180 days. GDI Property is related to or competes with Prime Financial, EP Financial, and Lendlease. GDI Property is entity of Australia. It is traded as Stock on AU exchange. More
GDI Property Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure GDI Property's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess GDI Property Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 12.42 | |||
| Value At Risk | (3.03) | |||
| Potential Upside | 4.62 |
GDI Property Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GDI Property's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GDI Property's standard deviation. In reality, there are many statistical measures that can use GDI Property historical prices to predict the future GDI Property's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.0003) | |||
| Total Risk Alpha | (0.42) | |||
| Treynor Ratio | 0.1192 |
GDI Property Group Backtested Returns
GDI Property Group holds Efficiency (Sharpe) Ratio of -0.0804, which attests that the entity had a -0.0804% return per unit of risk over the last 3 months. GDI Property Group exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out GDI Property's Coefficient Of Variation of (4,683), market risk adjusted performance of 0.1292, and Risk Adjusted Performance of (0.01) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.5, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning GDI Property are expected to decrease at a much lower rate. During the bear market, GDI Property is likely to outperform the market. At this point, GDI Property Group has a negative expected return of -0.18%. Please make sure to check out GDI Property's standard deviation, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if GDI Property Group performance from the past will be repeated in the future.
Auto-correlation | -0.69 |
Very good reverse predictability
GDI Property Group has very good reverse predictability. Overlapping area represents the amount of predictability between GDI Property time series from 30th of May 2024 to 28th of August 2024 and 28th of August 2024 to 26th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of GDI Property Group price movement. The serial correlation of -0.69 indicates that around 69.0% of current GDI Property price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.69 | |
| Spearman Rank Test | -0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
GDI Property Group lagged returns against current returns
Autocorrelation, which is GDI Property stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting GDI Property's stock expected returns. We can calculate the autocorrelation of GDI Property returns to help us make a trade decision. For example, suppose you find that GDI Property has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
GDI Property regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If GDI Property stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GDI Property stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GDI Property stock over time.
Current vs Lagged Prices |
| Timeline |
GDI Property Lagged Returns
When evaluating GDI Property's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GDI Property stock have on its future price. GDI Property autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, GDI Property autocorrelation shows the relationship between GDI Property stock current value and its past values and can show if there is a momentum factor associated with investing in GDI Property Group.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for GDI Stock Analysis
When running GDI Property's price analysis, check to measure GDI Property's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy GDI Property is operating at the current time. Most of GDI Property's value examination focuses on studying past and present price action to predict the probability of GDI Property's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move GDI Property's price. Additionally, you may evaluate how the addition of GDI Property to your portfolios can decrease your overall portfolio volatility.